| record_date | ticker | symbol | strike | volume | open_interest | implied_volatility | bs_sigma | bs_call | bs_put | spec_perc_move | bs_iv_call | bs_iv_put | last_option_price | last_underlying_price | exp_date | side | bias | prev_day_volatility | volatility | percent_move |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-08 | RIGL | RIGL240621C00001000 | 1.00 | 43.0 | 1135.000 | 0.922 | 0.281 | 0.0 | 0.0 | 0.010 | 0.110 | 0.110 | 0.15 | 0.99 | 2024-06-21 | CALL | Long | 0.319 | 0.367 | -0.166 |
| record_date | ticker | volatility_ratio | minimum_volatility | maximum_volatility | average_volatility | current_volatility | against_prev_volatility | curr_price | net_profitability | dividend_yield | time_period_low | time_period_high | interval | time_period | avg_price_prev |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | RIGL | 0.727 | 0.126 | 0.428 | 0.228 | 0.197 | -0.230 | 18.45 | -0.215 | 0.0000 | 7.73 | 27.88 | 21 | 1y | 17.68 |
| symbol | ticker | side | bias | strike | exit_reason | option_pnl_str | option_perc | underlying_pnl_str | underlying_perc | iv_diff | option_purchase_price | option_curr_price | underlying_original_price | underlying_curr_price | option_pnl | dollar_pnl | position_entry | days_in_position | volume | open_interest | underlying_pnl | record_date |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.12 | -0.80 | $-0.09 | -0.09 | 0.64 | 0.15 | 0.03 | 0.99 | 0.90 | -0.12 | $-12.00 | 15.00 | 41 | 6.0 | 1246.000 | -0.09 | 2024-06-18 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.06 | -0.06 | 0.27 | 0.15 | 0.10 | 0.99 | 0.93 | -0.05 | $-5.00 | 15.00 | 40 | 6.0 | 1246.000 | -0.06 | 2024-06-17 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.04 | -0.04 | 0.33 | 0.15 | 0.10 | 0.99 | 0.95 | -0.05 | $-5.00 | 15.00 | 37 | 6.0 | 1240.000 | -0.04 | 2024-06-14 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.02 | -0.02 | 0.08 | 0.15 | 0.10 | 0.99 | 0.97 | -0.05 | $-5.00 | 15.00 | 36 | 35.0 | 1240.000 | -0.02 | 2024-06-13 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $0.01 | 0.01 | -0.17 | 0.15 | 0.10 | 0.99 | 1.00 | -0.05 | $-5.00 | 15.00 | 35 | 35.0 | 1275.000 | 0.01 | 2024-06-12 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $0.03 | 0.03 | -0.36 | 0.15 | 0.10 | 0.99 | 1.02 | -0.05 | $-5.00 | 15.00 | 34 | 1.0 | 1274.000 | 0.03 | 2024-06-11 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $0.03 | 0.03 | -0.39 | 0.15 | 0.10 | 0.99 | 1.02 | -0.05 | $-5.00 | 15.00 | 33 | 1.0 | 1268.000 | 0.03 | 2024-06-10 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.04 | -0.04 | 0.11 | 0.15 | 0.10 | 0.99 | 0.95 | -0.05 | $-5.00 | 15.00 | 32 | 1.0 | 1268.000 | -0.04 | 2024-06-09 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.04 | -0.04 | -0.02 | 0.15 | 0.10 | 0.99 | 0.95 | -0.05 | $-5.00 | 15.00 | 30 | 1.0 | 1268.000 | -0.04 | 2024-06-07 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.03 | -0.03 | -0.08 | 0.15 | 0.10 | 0.99 | 0.96 | -0.05 | $-5.00 | 15.00 | 29 | 1.0 | 1267.000 | -0.03 | 2024-06-06 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.01 | -0.01 | -0.20 | 0.15 | 0.10 | 0.99 | 0.98 | -0.05 | $-5.00 | 15.00 | 28 | 50.0 | 1267.000 | -0.01 | 2024-06-05 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.02 | -0.02 | 0.07 | 0.15 | 0.10 | 0.99 | 0.97 | -0.05 | $-5.00 | 15.00 | 27 | 50.0 | 1267.000 | -0.02 | 2024-06-04 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.01 | -0.01 | 0.00 | 0.15 | 0.10 | 0.99 | 0.98 | -0.05 | $-5.00 | 15.00 | 26 | 50.0 | 1267.000 | -0.01 | 2024-06-03 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.01 | -0.01 | -0.03 | 0.15 | 0.10 | 0.99 | 0.98 | -0.05 | $-5.00 | 15.00 | 23 | 70.0 | 1265.000 | -0.01 | 2024-05-31 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.05 | -0.05 | 0.14 | 0.15 | 0.10 | 0.99 | 0.94 | -0.05 | $-5.00 | 15.00 | 22 | 10.0 | 1267.000 | -0.05 | 2024-05-30 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.09 | -0.60 | $-0.07 | -0.07 | -0.05 | 0.15 | 0.06 | 0.99 | 0.92 | -0.09 | $-9.00 | 15.00 | 21 | 5.0 | 1267.000 | -0.07 | 2024-05-29 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.09 | -0.60 | $-0.06 | -0.06 | 0.16 | 0.15 | 0.06 | 0.99 | 0.93 | -0.09 | $-9.00 | 15.00 | 20 | 5.0 | 1267.000 | -0.06 | 2024-05-28 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.10 | -0.67 | $-0.08 | -0.08 | 0.22 | 0.15 | 0.05 | 0.99 | 0.91 | -0.10 | $-10.00 | 15.00 | 19 | 10.0 | 1267.000 | -0.08 | 2024-05-27 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.10 | -0.67 | $-0.08 | -0.08 | 0.16 | 0.15 | 0.05 | 0.99 | 0.91 | -0.10 | $-10.00 | 15.00 | 16 | 10.0 | 1267.000 | -0.08 | 2024-05-24 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.10 | -0.67 | $-0.09 | -0.09 | -0.09 | 0.15 | 0.05 | 0.99 | 0.90 | -0.10 | $-10.00 | 15.00 | 15 | 10.0 | 1267.000 | -0.09 | 2024-05-23 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.10 | -0.67 | $-0.07 | -0.07 | 0.06 | 0.15 | 0.05 | 0.99 | 0.92 | -0.10 | $-10.00 | 15.00 | 14 | 10.0 | 1257.000 | -0.07 | 2024-05-22 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.09 | -0.60 | $-0.08 | -0.08 | 0.08 | 0.15 | 0.06 | 0.99 | 0.91 | -0.09 | $-9.00 | 15.00 | 13 | 25.0 | 1247.000 | -0.08 | 2024-05-21 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.09 | -0.60 | $-0.04 | -0.04 | -0.86 | 0.15 | 0.06 | 0.99 | 0.95 | -0.09 | $-9.00 | 15.00 | 12 | 72.0 | 0.000 | -0.04 | 2024-05-20 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.04 | -0.04 | -0.09 | 0.15 | 0.10 | 0.99 | 0.95 | -0.05 | $-5.00 | 15.00 | 11 | 1.0 | 1226.000 | -0.04 | 2024-05-19 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.05 | -0.33 | $-0.04 | -0.04 | -0.11 | 0.15 | 0.10 | 0.99 | 0.95 | -0.05 | $-5.00 | 15.00 | 10 | 1.0 | 1226.000 | -0.04 | 2024-05-18 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $-0.06 | -0.40 | $-0.04 | -0.04 | -0.12 | 0.15 | 0.09 | 0.99 | 0.95 | -0.06 | $-6.00 | 15.00 | 9 | 44.0 | 1226.000 | -0.04 | 2024-05-17 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $0.00 | 0.00 | $-0.02 | -0.02 | -0.02 | 0.15 | 0.15 | 0.99 | 0.97 | 0.00 | $0.00 | 15.00 | 7 | 21.0 | 1252.000 | -0.02 | 2024-05-15 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $0.00 | 0.00 | $-0.04 | -0.04 | 0.06 | 0.15 | 0.15 | 0.99 | 0.95 | 0.00 | $0.00 | 15.00 | 6 | 21.0 | 1252.000 | -0.04 | 2024-05-14 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $0.00 | 0.00 | $-0.01 | -0.01 | -0.09 | 0.15 | 0.15 | 0.99 | 0.98 | 0.00 | $0.00 | 15.00 | 5 | 21.0 | 1252.000 | -0.01 | 2024-05-13 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $0.00 | 0.00 | $-0.01 | -0.01 | -0.89 | 0.15 | 0.15 | 0.99 | 0.98 | 0.00 | $0.00 | 15.00 | 4 | 21.0 | 1252.000 | -0.01 | 2024-05-12 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | -0.16 | 0.15 | 0.15 | 0.99 | 0.99 | 0.00 | $0.00 | 15.00 | 2 | 1.0 | 1178.000 | 0.00 | 2024-05-10 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03 | $0.00 | 0.00 | $0.03 | 0.03 | -0.09 | 0.15 | 0.15 | 0.99 | 1.02 | 0.00 | $0.00 | 15.00 | 1 | 1.0 | 1178.000 | 0.03 | 2024-05-09 |
| RIGL240621C00001000 | RIGL | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 0.99 | 0.99 | 0.00 | $0.00 | 15.00 | 0 | 43.0 | 1135.000 | 0.00 | 2024-05-08 |